Strong convergence of the method of least squares (Q800885): Difference between revisions
From MaRDI portal
Created a new Item |
Set profile property. |
||
| (3 intermediate revisions by 2 users not shown) | |||
| Property / author | |||
| Property / author: Andrey E. Barabanov / rank | |||
| Property / author | |||
| Property / author: Andrey E. Barabanov / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 01:16, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong convergence of the method of least squares |
scientific article |
Statements
Strong convergence of the method of least squares (English)
0 references
1983
0 references
The problem of identifying an unknown vector by measuring on its linear combination in the presence of additive white noise is discussed. While the methods of stochastic approximation do not provide consistent estimation in this case, here it is proved that the least squares method gives consistent estimation.
0 references
consistent estimation
0 references
least squares method
0 references
